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14139 Commits (edeb7911f3ace660277ab9493174ddc11bd3c7bc)

Author SHA1 Message Date
Stéphane Adjemian (Ryuk) edeb7911f3
Fix bug (initial period in extended path). 
extended_path was crashing in preceeded by a call to the set_time command.
 2021-06-15 14:24:38 +02:00
Sébastien Villemot be38866487
Fix handling of heteroskedastic_shocks block with several declared periods 
Closes: #1791
 2021-06-15 12:54:54 +02:00
Sébastien Villemot de86089781 Merge branch 'cosmetic' into 'master' 
DsgeSmoother.m: header cosmetics

See merge request Dynare/dynare!1873
 2021-06-15 09:38:05 +00:00
Johannes Pfeifer e5b51f3257 DsgeSmoother.m: header cosmetics 
[skip CI]
 2021-06-15 11:16:41 +02:00
Sébastien Villemot 6258699060
Merge branch 'disclyap' of git.dynare.org:JohannesPfeifer/dynare 
See merge request !1872
 2021-06-14 15:29:01 +02:00
Sébastien Villemot 6c4935fa10
Preprocessor: write M_.objective_tmp_nbr to the driver file 2021-06-14 15:28:55 +02:00
Sébastien Villemot 2952d18343
Testsuite: improve and integrate unit test for A·(B⊗C) MEX files 
In particular, add a test for the sparse A·(B⊗C) where B≠C.
 2021-06-14 15:28:34 +02:00
Sébastien Villemot a7203095db
A_times_B_kronecker_C MEX: don’t bother adding “only” clauses to “use” directive 2021-06-14 15:28:34 +02:00
Sébastien Villemot 68bca0cd2a Merge branch 'pruned_state_space' into 'master' 
pruned_state_space: handle shocks with 0 variances

See merge request Dynare/dynare!1871
 2021-06-14 10:37:45 +00:00
Johannes Pfeifer e8c3758fc7 disclyap_fast.m: fix check for convergence with NaN 
[skip CI]
 2021-06-11 14:22:10 +02:00
Johannes Pfeifer 0116870399 pruned_state_space: handle shocks with 0 variances 2021-06-11 14:15:31 +02:00
Sébastien Villemot 45933779a4 Merge branch 'simult_' into 'master' 
simult_.m: fix error message at order>3

See merge request Dynare/dynare!1870
 2021-06-10 15:24:45 +00:00
Johannes Pfeifer 907066ae95 simult_.m: fix error message at order>3 2021-06-10 14:40:19 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 4733d97ceb
dseries: fix concatenation with empty dates objects 2021-06-09 17:33:25 +02:00
Sébastien Villemot 7c502b3a11
Preprocessor: when order option > 3, compute planner objective derivatives at that order 2021-06-09 17:30:51 +02:00
Sébastien Villemot 04c3fb3a31
Merge branch 'slice_record' of git.dynare.org:JohannesPfeifer/dynare 
See merge request !1869
 2021-06-09 14:41:03 +02:00
Sébastien Villemot 7ae114a392
Merge branch 'dynare_solve' of git.dynare.org:JohannesPfeifer/dynare 
See merge request !1868
 2021-06-09 14:39:46 +02:00
Johannes Pfeifer f38a1edaee posterior_sampler.m: trap case where record.ProposalCovariance is not filled (slice sampler) 2021-06-08 21:03:08 +02:00
Sébastien Villemot a40a9b079c
sparse_hessian_times_B_kronecker_C MEX: bugfix relating to number of rows of B and C 
In practice however, it seems that this bug never hits, because B and C always
have the same number of rows when the MEX is called.
 2021-06-08 17:58:40 +02:00
Johannes Pfeifer e546d686eb dynare_solve.m: allow calling function directly 2021-06-04 21:24:53 +02:00
Sébastien Villemot 3bd3c78e0e
A_times_B_kronecker_C MEX: rewrite in Fortran 2021-06-04 12:58:39 +02:00
Sébastien Villemot c4ca0ef0b2
Fortran MEX: remove useless return statements after calls to mexErrMsgTxt() 2021-06-04 12:58:39 +02:00
Sébastien Villemot f90a8ab070
Fortran MEX: mark array pointers returned by MEX functions as contiguous 
This can make a difference when the return value of those function is directly
passed to a BLAS/LAPACK function.

On the other hand, if the return value is first stored in a pointer variable,
then it seems necessary to explicitly say that this pointer is also contiguous.
 2021-06-04 12:58:39 +02:00
Sébastien Villemot dc2695a11f
mjdgges and block_trust_region MEX: optimise by marking some function arguments as contiguous 
This avoids unnecessary array copies before calling BLAS/LAPACK functions.
 2021-06-04 12:58:36 +02:00
Sébastien Villemot 3a2335975a
Fortran MEX: add missing “implicit none” in blas and lapack modules 2021-06-04 12:57:47 +02:00
Sébastien Villemot 2a1183e1fa
Fortran MEX: add -Wimplicit-interface to compiler flags 
This warns about hard-to-detect bugs where a function is called with an
implicit interface, thus possibly having mismatches in the calling sequence.
 2021-06-04 12:57:39 +02:00
Sébastien Villemot 45181cfd97
Fortran MEX: add interface for dgemm 2021-06-04 12:57:32 +02:00
Sébastien Villemot 765109ee01 Merge branch 'csolve' into 'master' 
dynare_solve.m: have csolve honor selected options

See merge request Dynare/dynare!1867
 2021-06-02 16:43:27 +00:00
Johannes Pfeifer 4e0f2bf695 dynare_solve.m: have csolve honor selected options 2021-06-02 16:21:16 +02:00
Sébastien Villemot 438ed7a48d
Merge branch 'tune_jscale' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1865
 2021-06-01 15:11:23 +02:00
Sébastien Villemot 05fcb0550f
Windows package: bump dependencies 2021-06-01 14:26:19 +02:00
Johannes Pfeifer f4c0781f45 calibrate_mh_scale_parameter.m: Expand header 2021-06-01 11:34:39 +02:00
Johannes Pfeifer f51a57374a mh_tune_jscale: fix display of stepsize and provide warning if no updating can occur. 2021-06-01 11:23:07 +02:00
Sébastien Villemot f5c5b05f12
The xls_sheet option now takes a quoted string as value 
Recommend that syntax in the manual, but keep the old one for backward
compatibility.

Ref. preprocessor#67
 2021-05-31 18:21:13 +02:00
Sébastien Villemot c7d02a356e
Manual: harmonize and document usage of quoted strings 2021-05-31 18:21:13 +02:00
Sébastien Villemot c7df5a6cb3
Preprocessor: add occbin syntax 
Ref. #569, !1863
 2021-05-31 18:21:13 +02:00
Sébastien Villemot 95486a9ac0 Merge branch 'planner_objective_linear' into 'master' 
evaluate_planner_objective.m: do not evaluate non-existing terms for linear models

Closes #1781

See merge request Dynare/dynare!1864
 2021-05-31 13:30:18 +00:00
Johannes Pfeifer fad86785da evaluate_planner_objective.m: do not evaluate non-existing terms for linear models 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1781
 2021-05-28 17:00:44 +02:00
Stéphane Adjemian (Charybdis) 27ee801a67
Add specialized version of sim1 for static models. 
Also add an integration test and fix homotopy error message.
 2021-05-28 14:11:34 +02:00
Stéphane Adjemian (Charybdis) 9867203f25
Reduce simulation length in integration test. 
Also removed commented codes.

Closes #1857
 2021-05-28 13:56:13 +02:00
MichelJuillard bbfa145c58
manual: adding option lmmcp to extend_path command 2021-05-28 13:49:58 +02:00
Johannes Pfeifer f78ac9f5ac
EP with MCP: add test case 2021-05-28 13:49:58 +02:00
MichelJuillard 5ab724d38f
Following a change in the calling sequence. Fixes #1789 2021-05-28 13:49:58 +02:00
Stéphane Adjemian 77612e6bb7 Merge branch 'particle' into 'master' 
non_linear_dsge_likelihood.m: filter out explosive initial simulation

See merge request Dynare/dynare!1861
 2021-05-28 11:42:24 +00:00
Sébastien Villemot 48cce9a3e9 Merge branch 'sim1_purely_backward' into 'master' 
sim1_purely_backward.m: for purely static model, do not use past value for first iteration

See merge request Dynare/dynare!1862
 2021-05-28 09:41:56 +00:00
Johannes Pfeifer f97c138685 sim1_purely_backward.m: for purely static model, do not use past value for first iteration 
Index 0 does not exist.
 2021-05-27 22:37:45 +02:00
Johannes Pfeifer cac6f82e34 non_linear_dsge_likelihood.m: filter out explosive initial simulation 2021-05-27 21:04:35 +02:00
Sébastien Villemot abe8a05b43 Merge branch 'smoother_redux' into 'master' 
Implement new option smoother_redux, to allow fast smoother for very large...

See merge request Dynare/dynare!1859
 2021-05-27 16:33:21 +00:00
Sébastien Villemot c4e0cd0565 Merge branch 'posterior_smoother' into 'master' 
prior_posterior_statistics_core.m: filter out cases where model does not solve

See merge request Dynare/dynare!1860
 2021-05-27 16:09:19 +00:00